Ambrose and his Nigeria team-mates will face Burkina Faso on Sunday evening, placing a question mark over his availability for the first leg of the last-16 clash at Parkhead.
However, Lennon is willing to give the versatile defender every opportunity.
He told CelticTV: "Nigeria did fantastically well and Efe has played brilliantly in the game so I'm delighted for him in one way, but obviously very frustrated in another.
"The final is on Sunday and he probably won't get back until Monday evening, so he would be a doubt but we will get him into the squad and see how he's feeling."
Goalkeeper Fraser Forster and James Forrest are likely to be available for the visit of the Italian champions.
Winger Forrest had a scan after returning to Celtic Park early from Scotland duty, having made his return from a hamstring injury against Raith Rovers last weekend.
Lennon said: "He's just having a wee problem with his hamstrings at the moment. He came off again on Sunday feeling a bit tight.
"He went away with Scotland and had a scan on Tuesday back in Glasgow.
"There was nothing on the first reading so we are hopeful he will be all right. He's going for a second one today just to confirm it.
"If that's the case, we'll maybe not have him for this weekend but he'll be in the squad for Juventus."